+1,144.6%
MOD vs FWONK
+276.6%
+868.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.9% |
| 7D | +9.6% | -6.2% | +15.8% | +12.4% |
| 30D | 0.0% | -0.6% | +0.6% | -0.1% |
| 3M | -35.4% | +11.1% | -46.5% | -39.1% |
| 6M | -7.3% | +11.7% | -19.0% | -12.7% |
| YTD | +45.8% | -3.1% | +48.9% | +45.5% |
| 1Y | +43.1% | -4.2% | +47.3% | +42.7% |
| 3Y | +297.7% | +38.3% | +259.3% | +232.5% |
| 5Y | +1,478.8% | +92.2% | +1,386.6% | +1,028.8% |
| 10Y | +1,633.4% | +355.4% | +1,278.0% | +793.5% |
| All | +1,144.6% | +276.6% | +868.0% | +528.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FWONK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling